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SCOUT· 69%15m·2024-09-23·Money
SCOUT· 69%15m·2024-09-23·MoneyODTE? No, OTTD!
Alpha Exchange · 180
The gamma and theta characteristics of ODTE are attached at the hip. But the zero day to expiration straddle on last Wednesday’s Fed day was no normal ODTE. We might call this straddle a OTTD straddle. Zero theta to decision. The Fed decision isn’t just a date on the calendar. It’s a specific time of day on that date.…
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69%
SCOUT
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